+499.9%
FAST vs THC
+1,000.2%
-500.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -0.8% | +1.3% | -2.0% | -0.9% |
| 3M | +5.8% | +64.2% | -58.5% | +0.2% |
| 6M | +8.0% | +8.3% | -0.3% | +6.6% |
| YTD | +25.6% | +33.4% | -7.7% | +21.2% |
| 1Y | +0.8% | +37.7% | -36.9% | -3.3% |
| 3Y | +86.1% | +236.8% | -150.7% | +60.2% |
| 5Y | +100.2% | +249.3% | -149.0% | +67.8% |
| All | +499.9% | +1,000.2% | -500.4% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling